I noticed recently that T-Bills look like extremelyattractive investments considering you can buy somefor a price like $9782 per $10000 with only a fewdays left until maturity. Is there a way to turna huge profit on these or is there some restrictionto buying sets of T-bills?

Just so we're clear, ballenta, just because the Wall Street Journal quotes a bid or ask price around 2.18 on a t-bill with 6 days remaining does not mean that you can buy or sell for $(100-2.18) per $100. Those bid/ask prices are annualized.

If you've actually got a source to get paid over $2 per $100 for an investment of 6 days, send me an address!